Research output per year
Research output per year
Personal profile
Research interests
Chen Zhou is Full Professor of Mathematical Statistics and Risk Management at Econometric Institute with Erasmus School of Economics of Erasmus University Rotterdam. His main research areas are extreme value statistics and financial risk management. His work has been published in journals in the fields of statistics, financial econometrics and finance. He teaches in the Bachelor program of Econometrics and Management Science, the MSc program specializing in Quantitative Finance and Tinbergen Institute. He is a member of the Research Advisory Committee of Erasmus School of Economics.
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Adapting the Hill estimator to distributed inference: dealing with the bias
Chen, L., Li, D. & Zhou, C., Sept 2022, In: Extremes. 25, 3, p. 389-416 28 p.Research output: Contribution to journal › Article › Academic › peer-review
File14 Downloads (Pure) -
Asymptotic analysis of portfolio diversification
Cui, H., Tan, K. S., Yang, F. & Zhou, C., Sept 2022, In: Insurance: Mathematics and Economics. 106, p. 302-325 24 p.Research output: Contribution to journal › Article › Academic › peer-review
Open AccessFile -
A tale of risk
Zhou, C., 2022, Erasmus Research Institute of Management (ERIM). (Inaugural Addresses Research in Management Series, Vol. 083).Research output: Book/Report/Inaugural speech/Farewell speech › Inaugural speech
File18 Downloads (Pure) -
Bootstrapping Extreme Value Estimators
de Haan, L. & Zhou, C., 2022, (Accepted/In press) In: Journal of the American Statistical Association. 00, 0, 12 p.Research output: Contribution to journal › Article › Academic › peer-review
Open Access -
Spatial dependence and space-time trend in extreme events
Einmahl, J., Ferreira, A., De Haan, L., Neves, C. & Zhou, C., Feb 2022, In: Annals of Statistics. 50, 1, p. 30-52 23 p., 50(1).Research output: Contribution to journal › Article › Academic › peer-review
Open AccessFile1 Citation (Scopus)14 Downloads (Pure)
Activities
- 1 Editorial work
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Extremes (Journal)
Chen Zhou (Editor)
1 Jan 2015 → …Activity: Publication peer-review and editorial work › Editorial work › Academic